Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 0,40% | 8,58 CHF | 8,59 CHF | 10 000 | 10 000 | 10 000 | 5 806 | 85 468 CHF | 49 888 CHF | 99,04% | 99,04% |
20/11/2024 | 0,46% | 7,28 CHF | 7,29 CHF | 10 000 | 10 000 | 10 000 | 5 804 | 74 260 CHF | 43 185 CHF | 99,55% | 99,55% |
19/11/2024 | 0,48% | 7,09 CHF | 7,10 CHF | 10 000 | 10 000 | 10 000 | 5 808 | 70 460 CHF | 41 008 CHF | 98,96% | 98,96% |
18/11/2024 | 0,45% | 7,27 CHF | 7,28 CHF | 10 000 | 10 000 | 10 000 | 5 802 | 75 565 CHF | 43 772 CHF | 99,59% | 99,59% |
15/11/2024 | 0,44% | 7,55 CHF | 7,56 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 77 191 CHF | 44 804 CHF | 99,52% | 99,52% |
14/11/2024 | 0,38% | 8,31 CHF | 8,32 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 88 586 CHF | 50 930 CHF | 99,54% | 99,54% |
13/11/2024 | 0,38% | 9,30 CHF | 9,31 CHF | 10 000 | 10 000 | 10 000 | 5 883 | 88 959 CHF | 52 845 CHF | 97,17% | 97,17% |
12/11/2024 | 0,39% | 9,20 CHF | 9,21 CHF | 10 000 | 10 000 | 10 000 | 5 840 | 87 946 CHF | 51 993 CHF | 95,00% | 95,00% |
11/11/2024 | 0,46% | 8,73 CHF | 8,74 CHF | 10 000 | 10 000 | 10 000 | 5 803 | 76 527 CHF | 45 648 CHF | 99,53% | 99,53% |
08/11/2024 | 0,56% | 6,64 CHF | 6,65 CHF | 10 000 | 10 000 | 10 000 | 5 812 | 61 178 CHF | 36 009 CHF | 99,57% | 99,57% |